LAB #277 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.3% to 36.5% (+ — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.3% to 36.5% (+4.2pp, n=367) **SAME-WINDOW EFFECT:** Applying a phase distance filter of ≤2° would have rejected the `USDJPY LONG via rizzy` (entry=162.746) and `GBPUSD LONG via wkjudas` (entry=1.34135) trades, as both likely had phase distances >2° from their respective entry triggers. The `USDJPY LONG` is still open and could swing either way, but the `GBPUSD LONG` closed as a loss — removing it would have improved the window's win rate from 2 wins / 5 closed trades (40%) to 2 wins / 4 closed trades (50%). The rejected `EURJPY SHORT` and `AUDUSD SHORT` would remain unaffected since they were already rejected. Net PnL delta: approximately +0.3% to +0.5% on the closed portion, assuming the GBPUSD loss was ~0.5% of account. **OVER-TIME PROJECTION:** Over 3–6 months, a tight phase filter (≤2°) would reduce total trade count by roughly 15–25% Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Authors
- Andrew Stewart Caldin
Publication Details
- Journal
- Zenodo (CERN European Organization for Nuclear Research)
- Published
- 2026-07-28
- DOI
- https://doi.org/10.5281/zenodo.21637077
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint